+485.6%
FCX vs AVAV
+361.4%
+124.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.8% | +0.1% |
| 7D | -4.9% | -10.6% | +5.7% | -2.5% |
| 30D | -17.1% | -18.8% | +1.7% | -13.3% |
| 3M | -12.7% | -34.1% | +21.4% | -4.7% |
| 6M | -2.0% | -35.3% | +33.4% | +5.4% |
| YTD | +18.1% | -53.4% | +71.5% | +33.2% |
| 1Y | +55.2% | -65.6% | +120.8% | +88.1% |
| 3Y | +74.3% | -5.1% | +79.4% | +47.0% |
| 5Y | +71.9% | +18.5% | +53.4% | +25.7% |
| All | +485.6% | +361.4% | +124.3% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling